+281.8%
QCOM vs NI
+136.8%
+145.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +4.4% | +1.3% | +3.1% | +4.0% |
| 30D | +9.4% | -0.3% | +9.6% | +9.4% |
| 3M | -13.7% | -9.5% | -4.2% | -11.2% |
| 6M | +28.9% | -10.2% | +39.1% | +32.6% |
| YTD | +4.7% | +1.8% | +3.0% | +3.4% |
| 1Y | +13.5% | +5.7% | +7.8% | +10.6% |
| 3Y | +77.1% | +69.6% | +7.5% | +45.2% |
| 5Y | +38.9% | +95.8% | -56.9% | +7.2% |
| 10Y | +281.8% | +145.1% | +136.7% | +172.8% |
| All | +281.8% | +136.8% | +145.0% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling